ES vs. DE
ES (Eversource Energy) and DE (Deere & Company) are both stocks. ES operates in Utilities - Regulated Electric (Utilities), while DE operates in Farm & Heavy Construction Machinery (Industrials). Over the past 10 years, ES returned 5.44%/yr vs 23.07%/yr for DE. At a 0.19 correlation, their price movements are largely independent.
Performance
ES vs. DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES achieves a 4.32% return, which is significantly lower than DE's 24.40% return. Over the past 10 years, ES has underperformed DE with an annualized return of 5.44%, while DE has yielded a comparatively higher 23.07% annualized return.
ES
- 1D
- 0.38%
- 1M
- 3.48%
- YTD
- 4.32%
- 6M
- 4.28%
- 1Y
- 10.16%
- 3Y*
- 4.00%
- 5Y*
- 0.24%
- 10Y*
- 5.44%
DE
- 1D
- 1.55%
- 1M
- 2.79%
- YTD
- 24.40%
- 6M
- 19.88%
- 1Y
- 14.81%
- 3Y*
- 14.77%
- 5Y*
- 12.54%
- 10Y*
- 23.07%
ES vs. DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ES Eversource Energy | 4.32% | 22.86% | -2.46% | -23.43% | -5.06% | 8.18% | 4.45% | 34.49% | 6.41% | 17.97% |
DE Deere & Company | 24.40% | 11.39% | 7.56% | -5.48% | 26.59% | 28.86% | 57.96% | 18.30% | -2.90% | 54.83% |
Correlation
The correlation between ES and DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1984 | 0.19 |
Fundamentals
ES:
$4.68
DE:
$17.76
ES:
14.67
DE:
32.52
ES:
0.83
DE:
7.64
ES:
1.84
DE:
3.40
ES:
$13.93B
DE:
$46.01B
ES:
$4.19B
DE:
$16.40B
ES:
$4.60B
DE:
$11.54B
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Return for Risk
ES vs. DE — Risk / Return Rank
ES
DE
ES vs. DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) and Deere & Company (DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ES | DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.11 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.67 | -0.06 |
| Martin ratioReturn relative to average drawdown | 1.46 | 1.38 | +0.08 |
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Drawdowns
ES vs. DE - Drawdown Comparison
The maximum ES drawdown since its inception was -73.04%, roughly equal to the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for ES and DE.
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Drawdown Indicators
| ES | DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.04% | -73.27% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -19.90% | +4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -21.59% | -7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -33.81% | -7.88% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -37.91% | -3.78% |
Current DrawdownCurrent decline from peak | -13.32% | -12.58% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -18.61% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 9.58% | -3.28% |
Volatility
ES vs. DE - Volatility Comparison
The current volatility for Eversource Energy (ES) is 7.72%, while Deere & Company (DE) has a volatility of 10.51%. This indicates that ES experiences smaller price fluctuations and is considered to be less risky than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES | DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 10.51% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 24.42% | -8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.68% | 30.03% | -5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.94% | 29.39% | -5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.35% | 30.40% | -6.05% |
Dividends
ES vs. DE - Dividend Comparison
ES's dividend yield for the trailing twelve months is around 4.48%, more than DE's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DE Deere & Company | 1.12% | 1.39% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% |
ES Eversource Energy | 4.48% | 4.47% | 4.98% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% |
Financials
ES vs. DE - Financials Comparison
This section allows you to compare key financial metrics between Eversource Energy and Deere & Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ES and DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DE has higher volatility (10.51%) compared to ES (7.72%). In terms of maximum drawdown, ES dropped -73.04% vs DE's -73.27%.
DE currently has the higher Sharpe Ratio (0.44 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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